The technique is called watermarking.
One simple way is to add bgproperties="fixed" to the body tag, like this:
Code
<body bgproperties="fixed">
Note that this typically only works in Internet Explorer browsers.
Another way of doing it that also works in later Netscape browsers (6.x & up) is to add this style script to the of your page:
Code
<style>
body {background-attachment:fixed}
</style>